is there a software to download python scripts?
Add-ons are written in Python. So after downloading your add-on file(s) it will be either a .py file or a .zip file depending on the add-on.

To install it, you go to file->user preferences->add-ons tab->install from file (found at the bottom)->choose your downloaded add-on->then the add-on information will appear after installing it->click the checkbox and the add-on will be active